-50.3%
DOCS vs APTV
-69.2%
+18.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.1% | -5.8% | -4.1% |
| 7D | -1.4% | +4.8% | -6.2% | -3.5% |
| 30D | +21.8% | +2.0% | +19.8% | +21.2% |
| 3M | +27.3% | -34.2% | +61.5% | +49.7% |
| 6M | -0.3% | -34.7% | +34.3% | +15.3% |
| YTD | -40.5% | -37.0% | -3.5% | -31.0% |
| 1Y | -61.5% | -40.4% | -21.1% | -54.3% |
| 3Y | +8.2% | -54.1% | +62.3% | +42.4% |
| 5Y | -73.4% | -68.0% | -5.4% | -58.7% |
| All | -50.3% | -69.2% | +18.9% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded APTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling